Inexact simplified Newton iterations for implicit Runge-Kutta methods (Q2706367)

This article is concerned with the solution of the algebraic systems resulting from applying fully implicit Runge-Kutta methods for solving stiff systems by using inexact simplified Newton methods. The linear systems are solved approximately with a preconditioned iterative method like Richardson or GMRES iteration. The preconditioner is based on the block-\(LU\) decomposition of the simplified Jacobian after performing a \(W\)-transformation of the Runge-Kutta coefficients. The \(W\)-transformation had so far been used by \textit{E. Hairer} and \textit{G. Wanner} [ibid. 18, 1098-1108 (1961; Zbl 0533.65041)] as a major theoretical tool in constructing Runge-Kutta type methods. NEWLINENEWLINENEWLINEOne main result of the paper are sufficient conditions ensuring local convergence of the inexact simplified Newton method. The new technique is implemented in a code SPARK3 that was initially developed by Hairer and Wanner. Numerical experiments with SPARK3 are reported for a convection-diffusion equation and the Brusselator system. Comparison with other existing codes are not included.